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Calamos S&P 500 Structured Alt Protection ETF - October (CPSO)

Defined Outcome | Exchange Traded Fund | NYSEArca
27.49 USD +0.07 (0.274%) ⇧ (April 17, 2026, 3:34 p.m. EDT)
After hours: 27.49

Short-term: ★★★☆☆ | Long-term: ★★★☆☆ | Dividends: ★☆☆☆☆
Hot Take | April 18, 2026, 11:40 p.m. EDT

Low-liquidity structured ETF with inconsistent momentum; statistically significant model signals suggest minimal upside potential over the next month.

Model Selection — Backtest MAE (log-scale, lower is better)
ModelMAE
AutoTheta ✓0.004959
MSTL0.008362
AutoETS0.008537
AutoARIMA0.008565

Forecast horizon: 45 days | Selected: AutoTheta

Forecast Reliability
Score 42%
H-stat 23.03
Ljung-Box p 0.000
Jarque-Bera p 0.094
Excess Kurtosis -0.34

Info Dump

Attribute Value
All Time High 27.49
All Time Low 24.89
Ask 41.2
Ask Size 400
Average Daily Volume10 Day 550
Average Daily Volume3 Month 1,530
Average Volume 1,530
Average Volume10Days 550
Beta3 Year 0.0
Bid 13.74
Bid Size 300
Category Defined Outcome
Crypto Tradeable 0
Currency USD
Custom Price Alert Confidence HIGH
Day High 27.49
Day Low 27.45
Display Name CapSource Financial
Dividend Yield 0.0
Esg Populated 0
Exchange PCX
Exchange Data Delayed By 0
Exchange Timezone Name America/New_York
Exchange Timezone Short Name EDT
Fifty Day Average 27.1608
Fifty Day Average Change 0.32919884
Fifty Day Average Change Percent 0.012120365
Fifty Two Week Change Percent 9.797502
Fifty Two Week High 27.49
Fifty Two Week High Change 0.0
Fifty Two Week High Change Percent 0.0
Fifty Two Week Low 25.02
Fifty Two Week Low Change 2.4699993
Fifty Two Week Low Change Percent 0.098721
Fifty Two Week Range 25.02 - 27.49
First Trade Date Milliseconds 1,727,789,400,000
Full Exchange Name NYSEArca
Fund Family Calamos
Fund Inception Date 1,727,740,800
Gmt Off Set Milliseconds -14,400,000
Has Pre Post Market Data 1
Language en-US
Legal Type Exchange Traded Fund
Long Business Summary Under normal market conditions, the fund will invest substantially all of its assets in FLexible EXchange Options ("FLEX Options") that reference the price performance of the SPDR®? S&P 500®? ETF Trust. The fund is non-diversified.
Long Name Calamos S&P 500 Structured Alt Protection ETF - October
Market us_market
Market State CLOSED
Max Age 86,400
Message Board Id finmb_1889183296
Nav Price 27.53
Net Assets 25,699,256.0
Net Expense Ratio 0.69
Open 27.46
Post Market Change 0.0
Post Market Change Percent 0.0
Post Market Price 27.49
Post Market Time 1,776,464,341
Previous Close 27.415
Price Hint 2
Quote Source Name Delayed Quote
Quote Type ETF
Region US
Regular Market Change 0.0749989
Regular Market Change Percent 0.273569
Regular Market Day High 27.49
Regular Market Day Low 27.45
Regular Market Day Range 27.45 - 27.49
Regular Market Open 27.46
Regular Market Previous Close 27.415
Regular Market Price 27.49
Regular Market Time 1,776,454,457
Regular Market Volume 720
Short Name Calamos S&P 500 Structured Alt
Source Interval 15
Symbol CPSO
Total Assets 25,699,256
Tradeable 0
Trailing Annual Dividend Rate 0.0
Trailing Annual Dividend Yield 0.0
Trailing Peg Ratio None
Trailing Three Month Nav Returns -0.33161
Trailing Three Month Returns -0.33161
Triggerable 1
Two Hundred Day Average 26.884945
Two Hundred Day Average Change 0.60505486
Two Hundred Day Average Change Percent 0.022505341
Type Disp ETF
Volume 720
Yield 0.0
Ytd Return -0.33161